Charter Communications Inc (CHTR)
264.70
-1.61
(-0.60%)
USD |
NASDAQ |
Apr 24, 16:00
268.50
+3.80
(+1.44%)
After-Hours: 20:00
Charter Communications Max Drawdown (5Y): 66.34% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 66.34% |
| February 29, 2024 | 65.58% |
| January 31, 2024 | 63.05% |
| December 31, 2023 | 63.05% |
| November 30, 2023 | 63.05% |
| October 31, 2023 | 63.05% |
| September 30, 2023 | 63.05% |
| August 31, 2023 | 63.05% |
| July 31, 2023 | 63.05% |
| June 30, 2023 | 63.05% |
| May 31, 2023 | 63.05% |
| April 30, 2023 | 63.05% |
| March 31, 2023 | 63.05% |
| February 28, 2023 | 63.05% |
| January 31, 2023 | 63.05% |
| December 31, 2022 | 63.05% |
| November 30, 2022 | 63.05% |
| October 31, 2022 | 63.05% |
| September 30, 2022 | 63.05% |
| August 31, 2022 | 50.12% |
| July 31, 2022 | 49.41% |
| June 30, 2022 | 49.41% |
| May 31, 2022 | 48.16% |
| April 30, 2022 | 47.81% |
| March 31, 2022 | 35.15% |
| Date | Value |
|---|---|
| February 28, 2022 | 35.15% |
| January 31, 2022 | 35.15% |
| December 31, 2021 | 35.15% |
| November 30, 2021 | 35.15% |
| October 31, 2021 | 35.15% |
| September 30, 2021 | 35.15% |
| August 31, 2021 | 35.15% |
| July 31, 2021 | 35.15% |
| June 30, 2021 | 35.15% |
| May 31, 2021 | 35.15% |
| April 30, 2021 | 35.15% |
| March 31, 2021 | 35.15% |
| February 28, 2021 | 35.15% |
| January 31, 2021 | 35.15% |
| December 31, 2020 | 35.15% |
| November 30, 2020 | 35.15% |
| October 31, 2020 | 35.15% |
| September 30, 2020 | 35.15% |
| August 31, 2020 | 35.15% |
| July 31, 2020 | 35.15% |
| June 30, 2020 | 35.15% |
| May 31, 2020 | 35.15% |
| April 30, 2020 | 35.15% |
| March 31, 2020 | 35.15% |
| February 29, 2020 | 35.15% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
35.15%
Minimum
Apr 2019
66.34%
Maximum
Mar 2024
45.23%
Average
35.15%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Paramount Global | 88.97% |
| Comcast Corp | 52.12% |
| Meta Platforms Inc | 76.74% |
| Altice USA Inc | 95.17% |
| T-Mobile US Inc | 31.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.99 |
| Beta (5Y) | 0.9591 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.48% |
| Historical Sharpe Ratio (5Y) | -0.1685 |
| Historical Sortino (5Y) | -0.2422 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.07% |